Liquidity Risk Dashboard

Simulates a 30-day period with severe market disruptions leading to:

• 20% reduction in market liquidity across all asset classes
• 15% increase in haircuts on collateral
• 25% increase in funding costs

Simulates withdrawal of funding by major counterparties:

• Top 3 counterparties reduce 40% of committed facilities
• 15% reduction in interbank borrowing capacity
• 10% increase in collateral requirements

Simulates a rapid withdrawal of retail deposits:

• 10% retail deposit withdrawal within 7 days
• 5% reduction in large corporate deposits
• 15% increase in deposit betas

Simulates increased collateral requirements across business lines:

• 20% increase in collateral requirements on derivatives
• 15% increase in securities financing haircuts
• 10% reduction in collateral velocity